CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
640-2 |
644-4 |
4-2 |
0.7% |
600-0 |
| High |
640-2 |
652-0 |
11-6 |
1.8% |
640-4 |
| Low |
632-0 |
640-0 |
8-0 |
1.3% |
600-0 |
| Close |
638-0 |
651-6 |
13-6 |
2.2% |
638-4 |
| Range |
8-2 |
12-0 |
3-6 |
45.5% |
40-4 |
| ATR |
12-7 |
13-0 |
0-1 |
0.6% |
0-0 |
| Volume |
8,962 |
5,994 |
-2,968 |
-33.1% |
31,498 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-7 |
679-7 |
658-3 |
|
| R3 |
671-7 |
667-7 |
655-0 |
|
| R2 |
659-7 |
659-7 |
654-0 |
|
| R1 |
655-7 |
655-7 |
652-7 |
657-7 |
| PP |
647-7 |
647-7 |
647-7 |
649-0 |
| S1 |
643-7 |
643-7 |
650-5 |
645-7 |
| S2 |
635-7 |
635-7 |
649-4 |
|
| S3 |
623-7 |
631-7 |
648-4 |
|
| S4 |
611-7 |
619-7 |
645-1 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-7 |
733-5 |
660-6 |
|
| R3 |
707-3 |
693-1 |
649-5 |
|
| R2 |
666-7 |
666-7 |
645-7 |
|
| R1 |
652-5 |
652-5 |
642-2 |
659-6 |
| PP |
626-3 |
626-3 |
626-3 |
629-7 |
| S1 |
612-1 |
612-1 |
634-6 |
619-2 |
| S2 |
585-7 |
585-7 |
631-1 |
|
| S3 |
545-3 |
571-5 |
627-3 |
|
| S4 |
504-7 |
531-1 |
616-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
652-0 |
612-0 |
40-0 |
6.1% |
10-5 |
1.6% |
99% |
True |
False |
6,719 |
| 10 |
652-0 |
600-0 |
52-0 |
8.0% |
10-6 |
1.6% |
100% |
True |
False |
6,754 |
| 20 |
652-0 |
555-0 |
97-0 |
14.9% |
10-2 |
1.6% |
100% |
True |
False |
6,891 |
| 40 |
652-0 |
541-4 |
110-4 |
17.0% |
9-1 |
1.4% |
100% |
True |
False |
5,427 |
| 60 |
652-0 |
539-0 |
113-0 |
17.3% |
7-3 |
1.1% |
100% |
True |
False |
4,231 |
| 80 |
652-0 |
539-0 |
113-0 |
17.3% |
6-4 |
1.0% |
100% |
True |
False |
3,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-0 |
|
2.618 |
683-3 |
|
1.618 |
671-3 |
|
1.000 |
664-0 |
|
0.618 |
659-3 |
|
HIGH |
652-0 |
|
0.618 |
647-3 |
|
0.500 |
646-0 |
|
0.382 |
644-5 |
|
LOW |
640-0 |
|
0.618 |
632-5 |
|
1.000 |
628-0 |
|
1.618 |
620-5 |
|
2.618 |
608-5 |
|
4.250 |
589-0 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
649-7 |
647-7 |
| PP |
647-7 |
643-7 |
| S1 |
646-0 |
640-0 |
|